Yes, when you know the interest per day and contract. Enter it in the RollLong column of the AssetsZ8/Z9 asset list. F.i. for a $50 stock with 1% annual interest and a USD account, enter -0.0009 in that column.
Maybe I'm missing something, but, as I understand, the RollOver cost model came from Forex. It's not really applicable to stock market. In stock market there is no overnight fee. However, there is an interest that should be paid to a broker for borrowing money (in case of leverage) or securities (in case of short selling).
So for the Z9 strategy that trades ETFs, if I enter interest in the RollLong column and leverage = 2, Zorro calculates interest fee for every security that I hold overnight. But the interest is only applicable for the borrowed money/securities.
Could you please comment on this? How to tailor Z9 strategy's cost model for real stocks/ETFs?
Thank you!
